+513.0%
RIOT vs DOC
+20.0%
+493.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.8% |
| 7D | +7.4% | +6.2% | +1.2% | +4.2% |
| 30D | -22.0% | +6.5% | -28.5% | -24.8% |
| 3M | -31.3% | -6.2% | -25.1% | -29.3% |
| 6M | -27.5% | +25.6% | -53.1% | -36.5% |
| YTD | +16.5% | +32.1% | -15.6% | -0.1% |
| 1Y | -22.2% | +20.3% | -42.5% | -30.2% |
| 3Y | +29.6% | +42.7% | -13.2% | +6.8% |
| 5Y | -53.1% | -22.2% | -31.0% | -49.7% |
| 10Y | +586.8% | +16.5% | +570.2% | +589.8% |
| All | +513.0% | +20.0% | +493.1% | +500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling